//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International review of economics & finance : IREF"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Multivariate distribution"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
15
Multivariate distribution
15
Aktienmarkt
8
Stock market
8
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
China
6
Copula
6
Börsenkurs
5
Capital income
5
Financial crisis
5
Finanzkrise
5
Kapitaleinkommen
5
Share price
5
Risikomaß
4
Risk measure
4
Statistical distribution
4
Statistische Verteilung
4
Estimation
3
Portfolio selection
3
Portfolio-Management
3
Risiko
3
Risikomanagement
3
Risk
3
Risk management
3
Schätzung
3
Spillover effect
3
Spillover-Effekt
3
Theorie
3
Theory
3
Vine copula
3
CoVaR
2
Dependence structure
2
Hedging
2
Hong Kong
2
Hongkong
2
Time-varying copula
2
Asia
1
more ...
less ...
Online availability
All
Undetermined
9
Free
1
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Conference paper
1
Konferenzbeitrag
1
Language
All
English
15
Author
All
Chen, Yi-Hsuan
2
Abakah, Emmanuel Joel Aikins
1
Chen, Wei
1
Gerth, Florian
1
Huang, MeiChi
1
Huang, Szu-wei
1
Hussain, Saiful Izzuan
1
Jiang, Cuixia
1
Lai, Yihao
1
Li, Jianping
1
Li, Jingyu
1
Li, Min-Jian
1
Li, Rong
1
Li, Steven
1
Li, Sufang
1
Li, Yuqian
1
Liu, Shih-Min
1
Liu, Yezheng
1
Manner, Hans
1
Rodriguez, Gabriel
1
Stöckler, Florian
1
Temnov, Grigory
1
Tiwari, Aviral Kumar
1
Trabelsi, Nader
1
Tseng, Jen-Ching
1
Tu, Anthony H.
1
Wang, Kehluh
1
Wohar, Mark E.
1
Wu, Chang-Che
1
Wu, Chih-Chiang
1
Wu, Dengsheng
1
Xie, Yongjia
1
Xu, Qifa
1
Xu, Xin
1
Yang, Xiao
1
Yao, Can-Zhong
1
Yao, Yinhong
1
Zhu, Huiming
1
Zhu, Min
1
Zhu, Xiaoqian
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Insurance / Mathematics & economics
96
Energy economics
60
Risks : open access journal
42
Applied economics
40
Economic modelling
37
European journal of operational research : EJOR
34
International review of financial analysis
33
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of banking & finance
31
Finance research letters
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Journal of econometrics
27
SFB 649 discussion paper
27
Journal of risk and financial management : JRFM
24
Discussion paper / Tinbergen Institute
22
Journal of risk
22
The European journal of finance
22
Research in international business and finance
17
International journal of theoretical and applied finance
16
Journal of empirical finance
16
Applied economics letters
15
Computational economics
15
Discussion paper / Center for Economic Research, Tilburg University
15
Econometric reviews
14
Economics letters
13
International journal of forecasting
13
Journal of international financial markets, institutions & money
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Quantitative finance
11
Scandinavian actuarial journal
11
Discussion paper
10
Robustness in econometrics
10
Astin bulletin : the journal of the International Actuarial Association
9
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
9
Econometric theory
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
2
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
3
Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets : comparing the impacts of three Stock Connect programs
Yao, Yinhong
;
Li, Jingyu
;
Chen, Wei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1217-1233
Persistent link: https://www.econbiz.de/10014446620
Saved in:
4
How does bubble risk propagate among financial assets? : a perspective from the BSADF-vine copula model
Yao, Can-Zhong
;
Li, Min-Jian
;
Xu, Xin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 347-364
Persistent link: https://www.econbiz.de/10014475372
Saved in:
5
Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Liu, Yezheng
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
Saved in:
6
New ways of modeling loan-to-income distributions and their evolution in time : a probability copula approach
Gerth, Florian
;
Temnov, Grigory
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 217-236
Persistent link: https://www.econbiz.de/10012627775
Saved in:
7
The risk spillovers from the Chinese stock market to major East Asian stock markets : a MSGARCH-EVT-copula approach
Yang, Xiao
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 173-186
Persistent link: https://www.econbiz.de/10012385325
Saved in:
8
The dependence structure between Chinese and other major stock markets using extreme values and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 421-437
Persistent link: https://www.econbiz.de/10012033721
Saved in:
9
Facts or fates of investors' losses during crises? : evidence from REIT-stock volatility and tail dependence structures
Huang, MeiChi
;
Wu, Chih-Chiang
;
Liu, Shih-Min
;
Wu, Chang-Che
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 54-71
Persistent link: https://www.econbiz.de/10011625055
Saved in:
10
Change point detection for subprime crisis in American banking : from the perspective of risk dependence
Zhu, Xiaoqian
;
Xie, Yongjia
;
Li, Jianping
;
Wu, Dengsheng
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 18-28
Persistent link: https://www.econbiz.de/10011572332
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->